scientific article; zbMATH DE number 6121102

zbMath1264.62073arXiv1112.6308MaRDI QIDQ4898728

Valdério Anselmo Reisen, Fabio Fajardo Molinares

Publication date: 2 January 2013

Full work available at URL: https://arxiv.org/abs/1112.6308

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robustnessadditive outlierslong-memoryARFIMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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M-periodogram for the analysis of long-range-dependent time series ⋮ Robust Two-Step Wavelet-Based Inference for Time Series Models ⋮ Unnamed Item ⋮ Robust Dickey-Fuller tests based on ranks for time series with additive outliers

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